+216.4%
GILD vs DECK
+806.8%
-590.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | +12.8% | +4.9% | +8.0% | +12.4% |
| 3M | +25.7% | -5.8% | +31.5% | +26.2% |
| 6M | +28.7% | -8.6% | +37.2% | +29.4% |
| YTD | +40.8% | -14.7% | +55.5% | +41.9% |
| 1Y | +41.9% | +6.9% | +35.1% | +40.4% |
| 3Y | +145.7% | -16.2% | +161.9% | +141.4% |
| 5Y | +200.8% | +25.3% | +175.5% | +179.3% |
| 10Y | +216.4% | +781.3% | -565.0% | +158.5% |
| All | +216.4% | +806.8% | -590.4% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling